l                    package:dse1                    R Documentation

_E_v_a_l_u_a_t_e _a _T_S_m_o_d_e_l

_D_e_s_c_r_i_p_t_i_o_n:

     Evaluate a model with data.

_U_s_a_g_e:

         l(obj1, obj2, ...)

_A_r_g_u_m_e_n_t_s:

   model: A TSmodel object.

    data: A TSdata object.

 sampleT: The length of data which should be used for estimation of one
          step ahead predictions. Output data must be at least as long
          as sampleT. If sampleT is not supplied it is taken to be
          periods(data).

predictT: The length of data which should be used for simulation (i.e.
          - multi-step  prediction) beyond sampleT. Input data must be
          at least as long as predictT. predictT must be at least as
          large as sampleT. If predictT is not supplied it is taken to
          be sampleT.

  result: If result is not specified an object of class TSestModel is 
          returned. Otherwise, the specified element of the estimates
          is returned.

_D_e_t_a_i_l_s:

     This function determines whether the model is in state space or 
     ARMA form and calls l.SS or l.ARMA.

_V_a_l_u_e:

     See result above.

_S_e_e _A_l_s_o:

     `l.SS', `l.ARMA'

_E_x_a_m_p_l_e_s:

     if(is.R()) data("eg1.DSE.data.diff", package="dse1")
     model <- to.SS(TSmodel(est.VARX.ls(eg1.DSE.data.diff)))
     evalutated.model <- l(model, eg1.DSE.data.diff)

